PRICING OF INTEREST RATE DERIVATIVES: CAP/FLOOR AND SWAPTION
Bachelor's
Saved in:
Main Author: | LIAN KE |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202568 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Interest rates in quantum finance: Caps, swaptions and bond options
by: Baaquie, B.E.
Published: (2014) -
Managing swaption portfolio risk under different interest rate regimes
by: NEO, Poh Ling, et al.
Published: (2018) -
A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest rates
by: Baaquie, B.E.
Published: (2014) -
PRICING BERMUDAN SWAPTIONS WITH A SHORT-RATE LATTICE METHOD
by: JU CHENG
Published: (2021) -
Swaption portfolio risk management: Optimal model selection in different interest rate regimes
by: NEO, Poh Ling, et al.
Published: (2019)